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Investor Presentaiton

□ KraneShares™ RETURN, RISK & CORRELATION Developed Markets Emerging Markets China (All China) United States Europe Japan Pacific ex-Japan Emerging Markets Excluding China (EM ex China) Frontier INDEX MSCI WORLD INDEX Inception Date: Mar 31, 1986 MSCI EMERGING MARKETS INDEX Inception Date: Jan 01, 2001 MSCI CHINA ALL SHARES INDEX Inception Date: Jun 26, 2014 From June 25, 2014 through October 31, 2008, MSCI CHINA A ONSHORE + MSCI CHINA was used to calculate return. MSCI CHINA A ONSHORE reflects the percent of A-Shares within the entire investable China equity market while MSCI CHINA reflects the percent of H shares, B shares, Red chips, P chips and foreign listings. From November 1, 2008 through May 10, 2005, 31.15% MSCI CHINA A ONSHORE Index + 68.03% MSCI CHINA Index was used to calculate return. From May 9, 2005 through January 1st, 2001, 31.15% Shanghai Composite Index + 68.03% MSCI CHINA Index was used to calculate return. MSCI USA INDEX Inception Date: Mar 31, 1986. MSCI EUROPE INDEX Inception Date: Mar 31, 1986. MSCI JAPAN INDEX Inception Date: Mar 31, 1986. MSCI Pacific EX JAPAN INDEX Inception Date: Aug 31, 1987 MSCI EMERGING MARKETS EX CHINA INDEX Inception Date Mar 09, 2017. Prior to start date, MSCI EMERGING MARKETS INDEX minus the returns of securities from MSCI CHINA was used to calculate return. MSCI CHINA reflects the percent of China within the MSCI EMERGING MARKETS INDEX. MSCI FRONTIER MARKETS INDEX Inception Date: Dec 18, 2007 INDEX DEFINITION MSCI World Index (Net USD): The MSCI World Index captures large and mid cap representation across 23 Developed Markets (DM) countries. With 1,644 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in each country. Inception date: Mar 31, 1986. MSCI Emerging Markets Index (Net USD): MSCI Emerging Markets Index captures large and mid cap representation across 23 Emerging Markets (EM) countries. With 834 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in each country. Inception date: Jan 1, 2001. MSCI China All Shares Index (Net USD): MSCI China All Shares Index captures large and mid-cap representation across China A shares, B shares, H shares, Red chips, P chips and foreign listings (e.g. ADRs). The index aims to reflect the opportunity set of China share classes listed in Hong Kong, Shanghai, Shenzhen and outside of China. It is based on the concept of the integrated MSCI China equity universe with China A-shares included. Inception date: Jun 26, 2014. MSCI China A Onshore Index (Net USD): The MSCI China A Onshore Index captures large and mid cap representation across China securities listed on the Shanghai and Shenzhen exchanges. Inception date: May 10, 2005. MSCI China Index (Net USD): The MSCI China Index captures large and mid cap representation across China H shares, B shares, Red chips, P chips and foreign listings (e.g. ADRs). With 153 constituents, the index covers about 85% of this China equity universe. Inception date: Jan 1, 2001. Shanghai Composite Index (Net USD): is a stock market index of all stocks that are traded at the Shanghai Stock Exchange. Inception date: Jul 15, 1991. MSCI USA Index (Net USD): The MSCI USA Index is designed to measure the performance of the large and mid cap segments of the US market. With 622 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in the US. Inception date: Mar 31, 1986. MSCI Europe Index (Net USD): The MSCI Europe Index captures large and mid cap representation across 15 Developed Markets (DM) countries in Europe. With 443 constituents, the index covers approximately 85% of the free float-adjusted market capitalization across the European Developed Markets equity universe. Inception date: Mar 31, 1986. MSCI Japan Index (Net USD): the MSCI Japan Index is designed to measure the performance of the large and mid cap segments of the Japanese market. With 321 constituents, the index covers approximately 85% of the free float- adjusted market capitalization in Japan. Inception date: Mar 31, 1986. MSCI Pacific ex Japan Index (Net USD): The MSCI Pacific ex Japan Index captures large and mid cap representation across 4 of 5 Developed Markets (DM) countries in the Pacific region (excluding Japan). With 148 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in each country. Inception date: Aug 31, 1986 MSCI Emerging Markets ex China Index (Net USD): The MSCI Emerging Markets ex China Index captures large and mid cap representation across 23 of the 24 Emerging Markets (EM) countries* excluding China. With 692 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in each country. Inception date: Mar 09, 2017. MSCI Frontier Markets Index (Net USD): The MSCI Frontier Markets Index captures large and mid cap representation across 29 Frontier Markets (FM) countries. The index includes 109 constituents, covering about 85% of the free float- adjusted market capitalization in each country. Inception date: Dec 18, 2007.
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